Brevan Howard Capital Management LP

Q4 2021 13F-HR Detailed Holdings

Location
St. Helier, Y9
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
20
Total value ($000)
$137,996
Net value change ($000)
-631,632 (-82.1%)
New positions
11
Sold out positions
22
Turnover %
92.4%
Sector allocation + QoQ delta (equities-only)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 11/12/2021 Next filing: 5/16/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

Snapshot: Change Analysis

Compared to Q3 2021
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
VALE 11,216 NEW
URA 4,251 87.2%
IJH 3,963 NEW
CME 3,597 18.1%
SCHWAB STRATEGIC TRUST 2,663 NEW
GDX 2,560 8.7%
SCZ 2,449 NEW
EZU 2,205 NEW
EWY 1,752 NEW
XLE 1,312 NEW
Top Reduces (Value $000, Stocks/ETFs)
QQQ -35,796 -100.0%
BIDU -9,483 -35.2%
EEM -7,557 -100.0%
NET -5,789 -100.0%
Listed Funds Trust -3,857 -100.0%
DDOG -3,403 -100.0%
Li-Cycle Holdings Corp. -2,461 -58.4%
TWST -2,186 -100.0%
PBW -2,034 -100.0%
FSLY -2,025 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 24,141 (17.5% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type Discretion Other Manager Sole Shared None